+41.0%
CVX vs M
+26.3%
+14.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.3% |
| 7D | -6.2% | +5.0% | -11.3% | -5.5% |
| 30D | -0.4% | +10.6% | -11.0% | +1.0% |
| 3M | +9.3% | +1.6% | +7.7% | +9.9% |
| 6M | +18.4% | +30.8% | -12.5% | +22.4% |
| YTD | +42.5% | +16.9% | +25.6% | +48.2% |
| 1Y | +41.0% | +26.3% | +14.8% | +46.7% |
| All | +41.0% | +26.3% | +14.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling